Barclays
NatWest, HSBC leverage headrooms hit record lows
Banks buck UK peer trend ahead of BoE leverage ratio reforms
Burnett and Piau on their comprehensive framework for XVAs
Barclays quants explain the bank’s approach to a long-standing problem
Swaps traders spot their e-FX chance – finally
Swaps and forwards dealers are increasingly using spot e-FX techniques for pricing and risk management
Goldman gobbles up credit options
Counterparty Radar: Q1 surge comes as US mutual funds and life insurers pile into index CDSs
Barclays LCR hits three-year low as outflows rise
Net stressed outflows rise £9.4 billion while liquid assets hold steady
People: NatWest gets new group CRO, JPM tunes up top team, and more
Latest job changes across the industry
BoE’s crisis lending plan hits buffers
Scepticism greets regulator’s proposal to increase releasable leverage capital buffers
BoE leverage overhaul could free up $9bn for UK banks
NatWest and Lloyds stand to benefit the most, while HSBC and StanChart face modest increases
BoE’s leverage ratio rejig to hit HSBC and StanChart
Proposed changes aim to rebalance scales in favour of domestic lending
The evolution of operational risk scenario analysis
How structured scenario analysis paired with AI-enabled challenge can modernise banks’ op risk practices
People: MUFG hires AI strategy head, Wells Fargo builds up QIS, and more
Latest job changes across the industry
European banks disclose €120bn of private credit exposure
Deutsche Bank and Barclays lead disclosed totals in Q1, but reporting gaps hamper comparison
Don’t mind the gap risk: regulatory treatment of credit repacks
Gap risk in repackaging is not a credit valuation adjustment for Basel III capital purposes, argues senior quant Andrey Chirikhin
Portway leaves Barclays, destination unknown
Group operational risk head departs after 14 years at firm
Doubts swirl over future of FX cartel case
Group of banks accused of manipulation have filed for the class action to be dismissed
UK banks add £7.4bn of CCR RWAs
Barclays and Standard Chartered drive counterparty credit risk surge in Q1
Barclays built a risk framework for GenAI from scratch
Eleven teams contribute to assessing generative AI use cases in a system that includes 35 controls
SRT issuance hits €260bn as capital relief grows
Banks cut capital ratios by over 40bp on average via SRT deals, BIS research shows
End-quarter repo compressions still widespread at global banks
Erste sees biggest leverage boost among 41 banks from end-2025 SFT compression
Pimco slashes short dollar forwards at year-end
Counterparty Radar: EUR/USD cuts drive $86.5 billion reduction
The loneliness of the model risk manager
Boards may see them as a drag on innovation; risk functions need to show they embrace efficiency